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Date/Time: Sat, 30 Nov 2024 00:58:38 +0000

Post From: Problem with Open Interest on a Historical Daily Chart

[2022-12-21 22:29:18] Link To Thread - Link To Post [Go To First Post]
uM8137 - Posts: 183
I see the same issue. It is not explained by the provided doc link above. Attaching screenshot and chartbook. Summary: a) Applying the Open Interest study to a Historical (daily) ES chart appears to (incorrectly, it would seem) show the number of trades that day. b) In contrast, apply the Open Interest study to an Intraday chart that has its period set to 1-0-0 (so for one day) does appear to show the correct open interest. (Using Denali feed, and continuous contract volume rolled, on ES). SC Version 2439. Date Time Of Last Edit: 2022-12-21 22:32:52


historical_openinterest_is_buggy_maybe_matches_number_of_tra.png / V - Attached On 2022-12-21 22:24:47 UTC - Size: 280.44 KB - 94 views compare_historical_vs_intraday_but_daily.Cht - Attached On 2022-12-21 22:26:58 UTC - Size: 5.99 KB - 136 views